Bounds on Estimation
We review several universal lower bounds on statistical estimation, including deterministic bounds on unbiased estimators such as Cramér-Rao bound and Barankin-type bound, as well as Bayesian bounds such as Ziv-Zakai bound. We present explicit forms of these bounds, illustrate their usage for parameter estimation in Gaussian additive noise, and compare their tightness.
KeywordsBarankin-type bound Cramér-Rao bound Mean-squared error Statistical estimation Ziv-Zakai bound
This work was supported in part by NSF Grants CCF-1014908 and CCF-0963742, ONR Grant N000141310050, AFOSR Grant FA9550-11-1-0210.
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